JP Morgan Put 235 BDX 20.12.2024
/ DE000JK80FK5
JP Morgan Put 235 BDX 20.12.2024/ DE000JK80FK5 /
| 09/09/2024 12:28:20 |
Chg.- |
Bid10:32:58 |
Ask10:32:58 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.59EUR |
- |
1.45
Bid Size: 2,000 |
1.53
Ask Size: 2,000 |
Becton Dickinson and... |
235.00 USD |
20/12/2024 |
Put |
Master data
| WKN: |
JK80FK |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Becton Dickinson and Company |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
235.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
19/04/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-14.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.59 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.17 |
| Parity: |
-0.20 |
| Time value: |
1.53 |
| Break-even: |
197.65 |
| Moneyness: |
0.99 |
| Premium: |
0.08 |
| Premium p.a.: |
0.32 |
| Spread abs.: |
0.08 |
| Spread %: |
5.52% |
| Delta: |
-0.42 |
| Theta: |
-0.07 |
| Omega: |
-5.93 |
| Rho: |
-0.29 |
Quote data
| Open: |
1.59 |
| High: |
1.59 |
| Low: |
1.59 |
| Previous Close: |
1.67 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+26.19% |
| 1 Month |
|
|
-15.87% |
| 3 Months |
|
|
-10.67% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.67 |
1.26 |
| 1M High / 1M Low: |
1.85 |
1.20 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.48 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.55 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
110.07% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
